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Hey guys sorry about the images! I have uploaded them again to this message... hope it works this time.

I'm a bit confused about the relationship between volatility and gamma for ITM and OTM options. I was reading the article below and it states high volatility results in a reduction in gamma for ITM and OTM options (Highlighted in the screenshot). However when I look a the diagram on the same...

Can you please elaborate what you mean by this? Calendar spreads have a net Vega so don't they experience a pnl based on vol shifts?... or from changes in the term structure? Thanks!